Longfellow TIPS Philosophy

At Longfellow, it is our belief that U.S. government backed markets are largely efficient. Supply and demand characteristics skew individual TIPS bonds and cause dislocations in the pricing of the TIPS curve.  We attempt to take advantage of these dislocations by investing in specific TIPS maturities when they are cheap relative to the curve and selling specific maturities when they are rich.  Click for full white paper.